From be5d2713fa4440176a589047beee05a544c513cf Mon Sep 17 00:00:00 2001
From: Eugene Toder <eltoder@twosigma.com>
Date: Mon, 26 Jun 2023 15:31:25 -0400
Subject: [PATCH] Add missing includes and reference

---
 QuantExt/qle/cashflows/averageonindexedcoupon.cpp           | 1 +
 QuantExt/qle/cashflows/overnightindexedcoupon.cpp           | 1 +
 QuantExt/qle/math/computeenvironment.hpp                    | 1 +
 QuantExt/qle/math/openclenvironment.hpp                     | 2 ++
 QuantExt/qle/math/randomvariable_opcodes.hpp                | 3 +++
 .../numericalintegrationindexcdsoptionengine.cpp            | 6 +++---
 6 files changed, 11 insertions(+), 3 deletions(-)

diff --git a/QuantExt/qle/cashflows/averageonindexedcoupon.cpp b/QuantExt/qle/cashflows/averageonindexedcoupon.cpp
index 0bcea19146..e7d20d17d0 100644
--- a/QuantExt/qle/cashflows/averageonindexedcoupon.cpp
+++ b/QuantExt/qle/cashflows/averageonindexedcoupon.cpp
@@ -23,6 +23,7 @@
 #include <ql/cashflows/couponpricer.hpp>
 #include <ql/cashflows/fixedratecoupon.hpp>
 #include <ql/termstructures/yieldtermstructure.hpp>
+#include <ql/time/calendars/weekendsonly.hpp>
 #include <ql/utilities/vectors.hpp>
 
 using namespace QuantLib;
diff --git a/QuantExt/qle/cashflows/overnightindexedcoupon.cpp b/QuantExt/qle/cashflows/overnightindexedcoupon.cpp
index ee6e14d601..e8343042f4 100644
--- a/QuantExt/qle/cashflows/overnightindexedcoupon.cpp
+++ b/QuantExt/qle/cashflows/overnightindexedcoupon.cpp
@@ -42,6 +42,7 @@
 #include <ql/cashflows/cashflowvectors.hpp>
 #include <ql/cashflows/couponpricer.hpp>
 #include <ql/termstructures/yieldtermstructure.hpp>
+#include <ql/time/calendars/weekendsonly.hpp>
 #include <ql/utilities/vectors.hpp>
 
 using std::vector;
diff --git a/QuantExt/qle/math/computeenvironment.hpp b/QuantExt/qle/math/computeenvironment.hpp
index 1c44deeded..91ba63682d 100644
--- a/QuantExt/qle/math/computeenvironment.hpp
+++ b/QuantExt/qle/math/computeenvironment.hpp
@@ -24,6 +24,7 @@
 
 #include <ql/patterns/singleton.hpp>
 
+#include <cstdint>
 #include <set>
 
 namespace QuantExt {
diff --git a/QuantExt/qle/math/openclenvironment.hpp b/QuantExt/qle/math/openclenvironment.hpp
index f1c3fcf265..82986dd1b4 100644
--- a/QuantExt/qle/math/openclenvironment.hpp
+++ b/QuantExt/qle/math/openclenvironment.hpp
@@ -24,6 +24,8 @@
 
 #include <qle/math/computeenvironment.hpp>
 
+#include <map>
+
 namespace QuantExt {
 
 class OpenClFramework : public ComputeFramework {
diff --git a/QuantExt/qle/math/randomvariable_opcodes.hpp b/QuantExt/qle/math/randomvariable_opcodes.hpp
index ba3351f122..45208f2727 100644
--- a/QuantExt/qle/math/randomvariable_opcodes.hpp
+++ b/QuantExt/qle/math/randomvariable_opcodes.hpp
@@ -18,6 +18,9 @@
 
 #pragma once
 
+#include <string>
+#include <vector>
+
 namespace QuantExt {
 
 struct RandomVariableOpCode {
diff --git a/QuantExt/qle/pricingengines/numericalintegrationindexcdsoptionengine.cpp b/QuantExt/qle/pricingengines/numericalintegrationindexcdsoptionengine.cpp
index 7749889e45..4bccce364e 100644
--- a/QuantExt/qle/pricingengines/numericalintegrationindexcdsoptionengine.cpp
+++ b/QuantExt/qle/pricingengines/numericalintegrationindexcdsoptionengine.cpp
@@ -227,7 +227,7 @@ void NumericalIntegrationIndexCdsOptionEngine::doCalc() const {
         brent.setLowerBound(1.0E-8);
         try {
             fepAdjustedForwardSpread = brent.solve(target, 1.0E-7, arguments_.swap->fairSpreadClean(), 0.0001);
-        } catch (const std::exception e) {
+        } catch (const std::exception& e) {
             QL_FAIL(
                 "NumericalIntegrationIndexCdsOptionEngine::doCalc(): failed to calibrate forward spread: " << e.what());
         }
@@ -248,7 +248,7 @@ void NumericalIntegrationIndexCdsOptionEngine::doCalc() const {
         Brent brent2;
         try {
             exerciseBoundary = brent2.solve(payoff, 1.0E-7, 0.0, 0.0001);
-        } catch (const std::exception e) {
+        } catch (const std::exception& e) {
             QL_FAIL(
                 "NumericalIntegrationIndexCdsOptionEngine::doCalc(): failed to find exercise boundary: " << e.what());
         }
@@ -276,7 +276,7 @@ void NumericalIntegrationIndexCdsOptionEngine::doCalc() const {
                                             std::exp(-0.5 * x * x) / boost::math::constants::root_two_pi<Real>();
                                  },
                                  lowerIntegrationBound, upperIntegrationBound);
-        } catch (const std::exception e) {
+        } catch (const std::exception& e) {
             QL_FAIL(
                 "NumericalIntegrationIndexCdsOptionEngine::doCalc(): failed to compute option payoff: " << e.what());
         }